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Mid-level backend title with 3+ years but niche low-latency trading specialization moderates applicant density.
Strong domain bias toward trading systems, networking, and low-latency Python expertise.
Multiple mandatory technical requirements (low-latency Python, networking, exchange protocols, profiling) and explicit years requirement.
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Design, build, and optimize Python-based trading systems including market data handlers, order execution logic, and risk monitoring for low-latency environments.
Develop and maintain tools and frameworks to support research-to-production workflows, backtesting, simulation, and live risk control.
Profile and resolve performance bottlenecks; participate in incident response and mentoring within a production trading environment.
3+ years professional software engineering experience, preferably with performance-sensitive or trading systems.
Expert-level Python skills with concurrency, asyncio, performance profiling, and optimization tools such as NumPy, Cython, or Numba.
Strong understanding of networking protocols affecting latency (TCP/UDP, multicast) and market data/exchange connectivity (FIX, WebSocket, REST).
Degree in Computer Science, Electrical Engineering, Mathematics, Physics, or related field (or equivalent experience).
Experienced in building and optimizing latency-sensitive, production-grade trading software using Python.
Comfortable operating in a highly accountable, fast-paced environment involving direct collaboration with quant researchers and traders.
Familiar with end-to-end trading infrastructure including market data, order execution, and risk monitoring within proprietary or HFT trading contexts.